PSMT vs. IJJ
PSMT (PriceSmart, Inc.) is a stock, while IJJ (iShares S&P Mid-Cap 400 Value ETF) is Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index. Over the past 10 years, PSMT returned 10.76%/yr vs 10.57%/yr for IJJ. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
PSMT vs. IJJ - Performance Comparison
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Returns By Period
In the year-to-date period, PSMT achieves a 58.35% return, which is significantly higher than IJJ's 15.83% return. Both investments have delivered pretty close results over the past 10 years, with PSMT having a 10.76% annualized return and IJJ not far behind at 10.57%.
PSMT
- 1D
- -1.91%
- 1M
- -2.29%
- 6M
- 31.93%
- YTD
- 58.35%
- 1Y
- 76.17%
- 3Y*
- 37.71%
- 5Y*
- 19.32%
- 10Y*
- 10.76%
- ALL TIME*
- 9.62%
IJJ
- 1D
- 1.38%
- 1M
- 3.15%
- 6M
- 10.11%
- YTD
- 15.83%
- 1Y
- 24.16%
- 3Y*
- 13.35%
- 5Y*
- 9.55%
- 10Y*
- 10.57%
- ALL TIME*
- 10.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.06M | $24.94M | $25.82M | |
PSMT PriceSmart, Inc. | $43.78M | $53.41M | $51.57M |
PSMT vs. IJJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSMT PriceSmart, Inc. | 58.35% | 34.77% | 24.97% | 26.22% | -15.86% | -19.06% | 29.67% | 21.59% | -30.76% | 3.96% |
IJJ iShares S&P Mid-Cap 400 Value ETF | 15.83% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
Correlation
The correlation between PSMT and IJJ is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.45 |
The correlation between PSMT and IJJ shifts across timeframes, from 0.45 (all time) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSMT vs. IJJ — Risk / Return Rank
PSMT
IJJ
PSMT vs. IJJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PriceSmart, Inc. (PSMT) and iShares S&P Mid-Cap 400 Value ETF (IJJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSMT | IJJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 7.21 | 2.29 | +4.92 |
| Martin ratioReturn relative to average drawdown | 22.25 | 8.17 | +14.07 |
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Drawdowns
PSMT vs. IJJ - Drawdown Comparison
The maximum PSMT drawdown since its inception was -89.28%, which is greater than IJJ's maximum drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for PSMT and IJJ.
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Drawdown Indicators
| PSMT | IJJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.28% | -58.00% | -31.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -10.59% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.03% | -22.68% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.09% | -22.68% | -11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -53.24% | -46.11% | -7.13% |
Current DrawdownCurrent decline from peak | -2.29% | 0.00% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -35.79% | -7.89% | -27.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.96% | +0.48% |
Volatility
PSMT vs. IJJ - Volatility Comparison
PriceSmart, Inc. (PSMT) has a higher volatility of 8.90% compared to iShares S&P Mid-Cap 400 Value ETF (IJJ) at 3.75%. This indicates that PSMT's price experiences larger fluctuations and is considered to be riskier than IJJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSMT | IJJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 3.75% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 19.96% | 10.56% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.18% | 15.05% | +13.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 19.37% | +8.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.11% | 21.97% | +8.14% |
Dividends
PSMT vs. IJJ - Dividend Comparison
PSMT's dividend yield for the trailing twelve months is around 0.69%, less than IJJ's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P Mid-Cap 400 Value ETF | 1.55% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
PSMT PriceSmart, Inc. | 0.69% | 1.03% | 2.34% | 1.21% | 1.41% | 0.96% | 0.77% | 0.99% | 1.18% | 0.81% | 0.84% | 0.84% |
Frequently Asked Questions
PSMT and IJJ have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSMT has higher volatility (8.90%) compared to IJJ (3.75%). In terms of maximum drawdown, PSMT dropped -89.28% vs IJJ's -58.00%.
PSMT currently has the higher Sharpe Ratio (2.72 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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